Muhammad Aslam Mohd Safari1, Nurulkamal Masseran2,*, Muhammad Hilmi Abdul Majid2
CMC-Computers, Materials & Continua, Vol.69, No.2, pp. 2807-2824, 2021, DOI:10.32604/cmc.2021.018815
Abstract In modeling reliability data, the exponential distribution is commonly used due to its simplicity. For estimating the parameter of the exponential distribution, classical estimators including maximum likelihood estimator represent the most commonly used method and are well known to be efficient. However, the maximum likelihood estimator is highly sensitive in the presence of contamination or outliers. In this study, a robust and efficient estimator of the exponential distribution parameter was proposed based on the probability integral transform statistic. To examine the robustness of this new estimator, asymptotic variance, breakdown point, and gross error sensitivity were derived. This new estimator offers… More >
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